Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 43.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 17,852 CHF | 27,852 CHF | 99.43% | 99.48% |
13/05/2024 | 43.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,140 CHF | 28,140 CHF | 99.58% | 99.58% |
10/05/2024 | 44.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 17,395 CHF | 27,395 CHF | 99.52% | 99.52% |
08/05/2024 | 38.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,958 CHF | 30,958 CHF | 99.53% | 99.53% |
07/05/2024 | 43.19% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,179 CHF | 28,179 CHF | 99.49% | 99.49% |
06/05/2024 | 37.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 21,558 CHF | 31,558 CHF | 99.49% | 99.49% |
03/05/2024 | 32.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,606 CHF | 35,606 CHF | 98.98% | 98.98% |
02/05/2024 | 30.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,694 CHF | 37,694 CHF | 99.43% | 99.43% |
30/04/2024 | 32.92% | 0.03 CHF | 0.04 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 22,898 CHF | 31,898 CHF | 99.09% | 99.09% |
29/04/2024 | 22.73% | 0.04 CHF | 0.05 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 31,220 CHF | 39,220 CHF | 99.54% | 99.54% |